This element represents the portion of amount held back from the net proceeds of existing mortgage.

No definition available.

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Balance Type:	credit
Period Type:	duration

- Definition

Represents the net gain (loss) anticipated over the terms of agreements during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

+ References

No definition available.

+ Details

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- Definition

Represents the amortization period of the debt instrument.

+ References

No definition available.

+ Details

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- Definition

This element represents the amount use to refinance the existing mortgage.

+ References

No definition available.

+ Details

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- Definition

Represents the number of interest rate derivatives containing credit risk related contingent features.

+ References

No definition available.

+ Details

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Period Type:	instant

- Definition

Number of subsidiaries.

+ References

No definition available.

+ Details

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Period Type:	duration

- Definition

Area of a real estate property.

+ References

No definition available.

+ Details

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Namespace Prefix:	us-gaap_
Data Type:	num:areaItemType
Balance Type:	na
Period Type:	instant

- Definition

Percentage points added to the reference rate to compute the variable rate on the debt instrument.

+ References

No definition available.

+ Details

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- Definition

The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

+ Details

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- Definition

Contractual interest rate for funds borrowed, under the debt agreement.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 22

-Article 5

Reference 2: http://www.xbrl.org/2003/role/presentationRef

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-Paragraph 1

-Subparagraph (SX 210.5-02.22(a)(1))

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- Definition

Period of time between issuance and maturity of debt instrument, in PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

+ Details

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Period Type:	duration

- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

The net gain (loss) recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (d)(1)

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- Definition

Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

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-SubTopic 10

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-Paragraph 4B

-Subparagraph (c)(1)

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- Definition

Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments.

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-Topic 815

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- Definition

The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

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-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (c)

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- Definition

Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

+ References

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- Definition

The carrying amount of the outstanding balance due under the mortgage loan.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 205

-SubTopic 10

-Section S99

-Paragraph 6

-Subparagraph (SX 210.5-04.(c) Schedule IV)

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-Name Accounting Standards Codification

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-Section S99

-Paragraph 1

-Subparagraph (SX 210.12-29)

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- Definition

Amount before tax, after reclassification adjustments, of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss), attributable to parent entity.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

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-SubTopic 10

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- Definition

Amount of cash inflow (outflow) from long-term debt wholly or partially secured by collateral. Excludes tax exempt secured debt.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

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Period Type:	duration

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Mortgage Loan (Details ) (USD $) In Thousands, unless otherwise specified	3 Months Ended		0 Months Ended
	Feb. 28, 2015 sqft	Feb. 28, 2014	Dec. 31, 2014 subsidiary	Nov. 30, 2014
Long-Term Debt
Total nonrecourse mortgage loans	$ (80,544)			$ (70,168)
Debt disclosures
Area of collateralized properties (in square feet)	280,000us-gaap_AreaOfRealEstateProperty
Ineffectiveness on cash flow hedges	0
Anticipated ineffectiveness on cash flow hedges	0
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net, Total	(2,559)
Net fair values of interest rate swap agreements included in other noncurrent assets	6
Net fair values of interest rate swap agreements included in other noncurrent liabilities	2,565
Interest rate swap agreement
Debt disclosures
Number of agreements containing credit risk related contingent features	0
Recognized net gains (losses) (included in other comprehensive loss), before taxes, on interest rate swap agreements	518	177
Loss expected to be reclassified over next twelve months from accumulated other comprehensive loss to interest expense	1,118
Nonrecourse mortgages
Long-Term Debt
Total nonrecourse mortgage loans	80,544			70,168
Nonrecourse mortgages: 5.73%, due August 1, 2015
Long-Term Debt
Interest rate (as a percent)	5.73%
Total nonrecourse mortgage loans	18,078			18,189
Nonrecourse variable rate loans, due October 2, 2017
Long-Term Debt
Total nonrecourse mortgage loans	6,350			6,394
Nonrecourse variable rate loans, due February 1, 2019
Long-Term Debt
Total nonrecourse mortgage loans	10,820			10,888
Nonrecourse variable rate loans, due August 1, 2019
Long-Term Debt
Total nonrecourse mortgage loans	7,645			7,691
Nonrecourse Variable rate loans, due January 27, 2020
Long-Term Debt
Total nonrecourse mortgage loans	3,819			3,848
Nonrecourse Variable rate loans, due September 1, 2023
Long-Term Debt
Total nonrecourse mortgage loans				8,875
Nonrecourse Variable rate loans, due January 2, 2025
Long-Term Debt
Total nonrecourse mortgage loans	19,714
5.09%, due July 1, 2029 GCD Mortgage Loan member
Long-Term Debt
Interest rate (as a percent)	5.09%
Total nonrecourse mortgage loans	7,660			7,750
5.09%, due July 1, 2029 TD mortgage loan member
Long-Term Debt
Interest rate (as a percent)	5.09%
Total nonrecourse mortgage loans	6,458			6,533
2025 First Niagara Mortgage
Long-Term Debt
Total nonrecourse mortgage loans			21,600
Debt disclosures
Number of subsidiaries which are refinancing nonrecourse mortgage loan			2
Net proceeds			10,891
Debt, Refinanced, Amount			8,859
Amount held back from net proceeds			$ 1,850
Term of debt			10 years
Amortization period of debt			25 years
Variable interest rate base			one month LIBOR
Variable interest rate margin (as a percent)			1.95%
2025 First Niagara Mortgage \| Lower Nazareth, Pennsylvania \| Location 1
Debt disclosures
Area of collateralized properties (in square feet)			228,000
2025 First Niagara Mortgage \| Lower Nazareth, Pennsylvania \| Location 2
Debt disclosures
Area of collateralized properties (in square feet)			303,000
2025 First Niagara Mortgage \| Interest rate swap agreement
Debt disclosures
Fixed interest rate pursuant to interest rate swap agreement (as a percent)			4.43%